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MRCI's Spread Strategy #5409
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MRCI's Seasonal Spread Strategy #5409
MRCI encourages all traders to employ appropriate money-management techniques at all times.
HELPFUL HINTS......
1. Scroll down to view daily, weekly and monthly charts.
2. CLICK the link immediately above the daily chart to apply technical studies.
3. RIGHT CLICK on each chart for additional options including, PDF, JPG, FULL SCREEN.
Daily Chart
w/Studies
Daily
Continuation
Weekly
Continuation
Monthly
Continuation
15-Year/
Results
Natural Gas
Strategies
Nat. Gas
Quotes
     
Buy Oct 21 Natural Gas(NYM) / Sell Dec 21 Natural Gas(NYM)
Enter on approximately 09/05 - Exit on approximately 09/15

Cont
Year
 
Entry
Date
 
Entry
Price
 
Exit
Date
 
Exit
Price
 
 
Profit
 
Profit
Amount
Best
Equity
Date
Best
Equity
Amount
Worst
Equity
Date
Worst
Equity
Amount
2020 09/08/20 -0.834 09/15/20 -0.795 0.039 390.00 09/15/20 390.00 09/11/20 -610.00
2019 09/05/19 -0.205 09/13/19 -0.185 0.020 200.00 09/09/19 230.00    
2018 09/05/18 -0.112 09/14/18 -0.076 0.036 360.00 09/13/18 390.00 09/06/18 -10.00
2017 09/05/17 -0.217 09/15/17 -0.212 0.005 50.00 09/14/17 160.00 09/08/17 -160.00
2016 09/06/16 -0.342 09/15/16 -0.263 0.078 780.00 09/12/16 780.00 09/07/16 -280.00
2015 09/08/15 -0.233 09/15/15 -0.222 0.010 100.00 09/14/15 200.00 09/09/15 -120.00
2014 09/05/14 -0.146 09/15/14 -0.153 -0.007 -70.00 09/09/14 210.00 09/15/14 -70.00
2013 09/05/13 -0.254 09/13/13 -0.225 0.030 300.00 09/12/13 360.00    
2012 09/05/12 -0.385 09/14/12 -0.379 0.005 50.00 09/11/12 530.00 09/07/12 -120.00
2011 09/06/11 -0.321 09/15/11 -0.317 0.004 40.00 09/13/11 440.00    
2010 09/07/10 -0.534 09/15/10 -0.424 0.110 1100.00 09/15/10 1100.00 09/09/10 -300.00
2009 09/08/09 -1.784 09/15/09 -1.641 0.144 1440.00 09/15/09 1440.00 09/11/09 -240.00
2008 09/05/08 -0.880 09/15/08 -0.626 0.254 2540.00 09/15/08 2540.00    
2007 09/05/07 -1.714 09/14/07 -1.474 0.240 2400.00 09/14/07 2400.00 09/07/07 -850.00
2006 09/05/06 -4.009 09/15/06 -2.791 1.218 12180.00 09/15/06 12180.00    
2005 09/06/05 -0.585 09/15/05 -1.110 -0.526 -5260.00     09/12/05 -5270.00
2004 09/07/04 -1.501 09/15/04 -1.384 0.118 1180.00 09/15/04 1180.00 09/10/04 -2920.00
2003 09/05/03 -0.504 09/15/03 -0.537 -0.033 -330.00 09/10/03 540.00 09/15/03 -330.00
2002 09/05/02 -0.592 09/13/02 -0.643 -0.051 -510.00     09/11/02 -880.00
2001 09/05/01 -0.627 09/10/01 -0.602 0.025 250.00 09/07/01 320.00    
2000 09/05/00 -0.153 09/15/00 -0.193 -0.040 -400.00     09/11/00 -700.00
1999 09/07/99 -0.301 09/15/99 -0.318 -0.017 -170.00 09/09/99 840.00 09/15/99 -170.00
1998 09/08/98 -0.483 09/15/98 -0.477 0.006 60.00 09/10/98 120.00 09/14/98 -280.00
1997 09/05/97 -0.217 09/15/97 -0.221 -0.005 -50.00     09/11/97 -140.00
1996 09/05/96 -0.320 09/13/96 -0.369 -0.049 -490.00 09/06/96 20.00 09/10/96 -840.00
1995 09/05/95 -0.193 09/15/95 -0.221 -0.027 -270.00 09/13/95 20.00 09/07/95 -300.00
1994 09/06/94 -0.448 09/15/94 -0.449 0.000 0.00 09/14/94 170.00 09/09/94 -0.00
1993 09/07/93 -0.229 09/15/93 -0.227 0.001 10.00 09/08/93 20.00 09/10/93 -290.00
1992 09/08/92 -0.201 09/15/92 -0.192 0.008 80.00 09/11/92 130.00 09/09/92 -180.00
1991 09/05/91 -0.440 09/13/91 -0.471 -0.031 -310.00 09/10/91 340.00 09/13/91 -310.00
Percentage Correct 63   Protective Stop (678)
Average Profit on Winning Trades 0.124 1237.37   Winners 19
Average Loss on Trades -0.071 -714.55   Losers 11
Average Net Profit Per Trade 0.052 521.67   Total trades 30
SEASONAL TENDENCIES ARE A COMPOSITE OF SOME OF THE MORE CONSISTENT COMMODITY FUTURES SEASONALS THAT HAVE OCCURRED OVER THE PAST 15 YEARS. THERE ARE USUALLY UNDERLYING FUNDAMENTAL CIRCUMSTANCES THAT OCCUR ANNUALLY THAT TEND TO CAUSE THE FUTURES MARKETS TO REACT IN A SIMILAR DIRECTIONAL MANNER DURING A CERTAIN CALENDAR PERIOD OF THE YEAR. EVEN IF A SEASONAL TENDENCY OCCURS IN THE FUTURE, IT MAY NOT RESULT IN A PROFITABLE TRANSACTION AS FEES, AND THE TIMING OF THE ENTRY AND LIQUIDATION MAY IMPACT ON THE RESULTS. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT HAS IN THE PAST OR WILL IN THE FUTURE ACHIEVE PROFITS UTILIZING THESE STRATEGIES. NO REPRESENTATION IS BEING MADE THAT PRICE PATTERNS WILL RECUR IN THE FUTURE. HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. RESULTS NOT ADJUSTED FOR COMMISSION AND SLIPPAGE.
Some data provided by Commodity Research Bureau

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